| Trading Metrics calculated at close of trading on 25-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2018 |
25-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
3,145.0 |
3,094.0 |
-51.0 |
-1.6% |
3,159.0 |
| High |
3,164.0 |
3,153.0 |
-11.0 |
-0.3% |
3,258.0 |
| Low |
3,082.0 |
3,084.0 |
2.0 |
0.1% |
3,159.0 |
| Close |
3,109.0 |
3,144.0 |
35.0 |
1.1% |
3,190.0 |
| Range |
82.0 |
69.0 |
-13.0 |
-15.9% |
99.0 |
| ATR |
49.8 |
51.1 |
1.4 |
2.8% |
0.0 |
| Volume |
3,648 |
317 |
-3,331 |
-91.3% |
12,340 |
|
| Daily Pivots for day following 25-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,334.0 |
3,308.0 |
3,182.0 |
|
| R3 |
3,265.0 |
3,239.0 |
3,163.0 |
|
| R2 |
3,196.0 |
3,196.0 |
3,156.7 |
|
| R1 |
3,170.0 |
3,170.0 |
3,150.3 |
3,183.0 |
| PP |
3,127.0 |
3,127.0 |
3,127.0 |
3,133.5 |
| S1 |
3,101.0 |
3,101.0 |
3,137.7 |
3,114.0 |
| S2 |
3,058.0 |
3,058.0 |
3,131.4 |
|
| S3 |
2,989.0 |
3,032.0 |
3,125.0 |
|
| S4 |
2,920.0 |
2,963.0 |
3,106.1 |
|
|
| Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,499.3 |
3,443.7 |
3,244.5 |
|
| R3 |
3,400.3 |
3,344.7 |
3,217.2 |
|
| R2 |
3,301.3 |
3,301.3 |
3,208.2 |
|
| R1 |
3,245.7 |
3,245.7 |
3,199.1 |
3,273.5 |
| PP |
3,202.3 |
3,202.3 |
3,202.3 |
3,216.3 |
| S1 |
3,146.7 |
3,146.7 |
3,180.9 |
3,174.5 |
| S2 |
3,103.3 |
3,103.3 |
3,171.9 |
|
| S3 |
3,004.3 |
3,047.7 |
3,162.8 |
|
| S4 |
2,905.3 |
2,948.7 |
3,135.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,220.0 |
3,082.0 |
138.0 |
4.4% |
59.6 |
1.9% |
45% |
False |
False |
5,555 |
| 10 |
3,258.0 |
3,082.0 |
176.0 |
5.6% |
57.2 |
1.8% |
35% |
False |
False |
4,744 |
| 20 |
3,419.0 |
3,082.0 |
337.0 |
10.7% |
52.3 |
1.7% |
18% |
False |
False |
8,992 |
| 40 |
3,429.0 |
3,082.0 |
347.0 |
11.0% |
37.3 |
1.2% |
18% |
False |
False |
5,849 |
| 60 |
3,478.0 |
3,082.0 |
396.0 |
12.6% |
31.3 |
1.0% |
16% |
False |
False |
4,019 |
| 80 |
3,495.0 |
3,082.0 |
413.0 |
13.1% |
27.6 |
0.9% |
15% |
False |
False |
3,029 |
| 100 |
3,495.0 |
3,082.0 |
413.0 |
13.1% |
25.0 |
0.8% |
15% |
False |
False |
2,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,446.3 |
|
2.618 |
3,333.6 |
|
1.618 |
3,264.6 |
|
1.000 |
3,222.0 |
|
0.618 |
3,195.6 |
|
HIGH |
3,153.0 |
|
0.618 |
3,126.6 |
|
0.500 |
3,118.5 |
|
0.382 |
3,110.4 |
|
LOW |
3,084.0 |
|
0.618 |
3,041.4 |
|
1.000 |
3,015.0 |
|
1.618 |
2,972.4 |
|
2.618 |
2,903.4 |
|
4.250 |
2,790.8 |
|
|
| Fisher Pivots for day following 25-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,135.5 |
3,137.0 |
| PP |
3,127.0 |
3,130.0 |
| S1 |
3,118.5 |
3,123.0 |
|